+42.1%
RKT vs WAB
+168.6%
-126.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -2.1% |
| 7D | +6.0% | +1.7% | +4.3% | +5.0% |
| 30D | +0.7% | -2.4% | +3.1% | +2.1% |
| 3M | +11.8% | +9.7% | +2.1% | +5.3% |
| 6M | -7.6% | +16.5% | -24.1% | -15.7% |
| YTD | -28.7% | +33.7% | -62.4% | -39.4% |
| 1Y | -32.6% | +49.7% | -82.2% | -46.0% |
| 3Y | +42.1% | +170.9% | -128.8% | -34.7% |
| All | +42.1% | +168.6% | -126.5% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling